My friend bought one with a 2x6 swing beam and 2x4 supports. The four year olds are getting the legs off the ground and the swing beam sways while they swing...
Look for 4x4 supports, a 4x6 swing beam (or two 2x6 beams screwed together), and a wood roof. I would also get a five foot deck height for older kids.
We have a Playstar system from Menards with the 5 foot deep scoop slide, plastic climbing wall, rock steps, vertical rock wall, telescope, steering wheel, three sets of commercial swing anchors that hold 700 pounds per pair (we can use any three of the following: three commercial swings (hold up to 350 pounds), a Little Tikes baby swing, or gym rings with trapeze bar). We modified the plan to substitute a deck with porch underneath instead of the included sandbox. Our slide and rock steps have been reinforced with bracing underneath to support more weight. We spent about $1,400 and it is a kit with directions where you buy treated lumber and cut it yourself. The directions were very easy to follow. We really like it and it should hold up really well. It is VERY sturdy and took us about two weekends to build it ourselves.
Beware that the twirly tube slides are designed so you can't see the bottom from the top, so you don't know if you are going to slide right into someone else. We didn't get one for that reason.
This year we added a two person glider made by Swing N Slide. That particular glider mounts above the swing beam (instead of below like the Playstar one), so it can share a space with the swing anchors so we can take down the glider and use a swing in that space instead depending upon what we want to use.
If you want pics, PM me your address and I can send them. It was cheaper than a Rainbow system and seems to be a great quality swingset that will last a lot of years and won't be easily outgrown since we went commercial grade on a lot of it (it added around $240 to get the commercial grade stuff instead of the standard things).